Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Smoothly truncated stable distributions, GARCH-models, and option pricing |
scientific article; zbMATH DE number 5575937
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothly truncated stable distributions, GARCH-models, and option pricing |
scientific article; zbMATH DE number 5575937 |
Statements
Smoothly truncated stable distributions, GARCH-models, and option pricing (English)
0 references
6 July 2009
0 references
incomplete financial markets
0 references
discrete-time models
0 references
non-Gaussian GARCH models
0 references
option pricing
0 references
